+77.6%
V vs USFD
+159.7%
-82.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -2.5% |
| 7D | +2.9% | +3.9% | -1.0% | +2.0% |
| 30D | +14.0% | +10.7% | +3.3% | +11.3% |
| 3M | +14.9% | +6.3% | +8.6% | +12.9% |
| 6M | +31.7% | +16.2% | +15.5% | +26.6% |
| YTD | +21.2% | +41.9% | -20.6% | +8.4% |
| 1Y | +25.3% | +44.2% | -18.9% | +11.3% |
| All | +77.6% | +159.7% | -82.1% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling